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Investment analysis uts

05/04/2021 Client: muhammad11 Deadline: 2 Day

I’m studying for my Business class and need an explanation.

There are 3 short questions in question 3, which will use the ‘Out-of-Sample Data’ will be used for Question 3 and the Question 2's answer, that will show you in the files.

Since the tracker portfolio is a passive strategy, your boss moves you on to other projects. However, over 12 months have now passed and your boss asks you to look into the performance of the tracker portfolio. The portfolio was constructed on November 3, 2017 using the portfolio weights found in 2(b) and with an investment amount of $1,000,000. You should assume that this was done without any transaction costs at the prices quoted on that date in the ‘Out-of-Sample’ tab and that any fraction of a share can be purchased. You should also assume that the portfolio was held, without any further transactions, until November 9, 2018 (i.e., the portfolio was not re-balanced). To assess the performance of the tracking portfolio you need to perform the following tasks:

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